PCA Index Dashboard Examples

PCA Index Dashboard Examples#

This script was last run at 2024-03-20 20:46:52.840068+00:00 (UTC)
In US/Central Time, this is 2024-03-20 15:46:52.840068-05:00
High Yield Index OAS 10Y-2Y Spread VIX CP - Treasury Spread, 3m NASDAQ Ret (transformed) 10-Year Treasury (transformed)
DATE
1997-01-02 -0.897268 -0.475306 0.085857 -0.008142 0.545527 0.254633
1997-01-03 -0.885560 -0.475306 -0.155939 0.007372 0.745102 0.205475
1997-01-06 -0.881657 -0.475306 -0.064514 -0.015899 0.777978 0.269417
1997-01-07 -0.881657 -0.454481 -0.129474 -0.046928 0.837603 0.383031
1997-01-08 -0.893366 -0.454481 -0.022410 -0.085714 0.785640 0.496252
... ... ... ... ... ... ...
2024-03-13 -0.862142 -1.506122 -0.803134 1.760490 1.064888 0.153938
2024-03-14 -0.862142 -1.474885 -0.724941 1.760490 0.887820 0.499629
2024-03-15 -0.858239 -1.495710 -0.723738 1.690676 0.831834 0.578916
2024-03-18 -0.869948 -1.474885 -0.733362 1.651890 0.714548 0.682781
2024-03-19 -0.881657 -1.464473 -0.794713 1.659647 0.739123 0.558697

7190 rows × 6 columns

../../_images/fd2985b066e2728deecf47257c2a2788af66806e10fb1b6f86141528058c90f8.png
pc1
DATE
1997-01-02   -0.578215
1997-01-03   -0.684377
1997-01-06   -0.667276
1997-01-07   -0.703656
1997-01-08   -0.673319
                ...   
2024-03-13   -1.611239
2024-03-14   -1.594040
2024-03-15   -1.582200
2024-03-18   -1.565378
2024-03-19   -1.573091
Name: PC1, Length: 7190, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
../../_images/e5280ad7dac0ee1609fbaf86cf71321580d6ee3d2a10bdc9e01437ae20d13376.png
fig = px.line(pc1)
fig.show()
../../_images/d843a4269186974972280fe05eba07e24e45ee8b8620e2959af67f5a0a8f1c7c.png